+119.7%
TWLO vs EMR
+19.4%
+100.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.9% | -3.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | +20.6% | -5.6% | +26.2% | +21.3% |
| 3M | -1.5% | +7.9% | -9.5% | -2.1% |
| 6M | +89.4% | +6.0% | +83.4% | +88.5% |
| YTD | +63.8% | +16.4% | +47.3% | +55.9% |
| 1Y | +119.7% | +16.6% | +103.1% | +109.5% |
| All | +119.7% | +19.4% | +100.3% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling